really it comes down to preference. the arb company has not had an actual locker fail, but if you run the lines incorrectly you can have a line fail (run it too close to the exhaust, run it so the line can bind up/break, etc...). but, with the arb you also get a compressor so you can air up your tires after a trail ride.
e locker is more of a pain to set up as you mentioned but doesnt have the potential problems of installing the lines incorrectly.